implement examples

Author: perazz

example/linalg/CMakeLists.txt

@@ -27,3 +27,5 @@ ADD_EXAMPLE(svd)
 ADD_EXAMPLE(svdvals)
 ADD_EXAMPLE(determinant)
 ADD_EXAMPLE(determinant2)
+ADD_EXAMPLE(cholesky)
+ADD_EXAMPLE(chol)

example/linalg/example_chol.f90

@@ -0,0 +1,25 @@
+! Cholesky factorization: function interface 
+program example_chol
+  use stdlib_linalg, only: chol
+  implicit none
+
+  real, allocatable, dimension(:,:) :: A,L,U 
+
+  ! Set real matrix
+  A = reshape( [ [6, 15, 55], &
+                 [15, 55, 225], &
+                 [55, 225, 979] ], [3,3] )
+
+  ! Decompose (lower)
+  L = chol(A, lower=.true.)
+
+  ! Compare decomposition 
+  print *, maxval(abs(A-matmul(L,transpose(L))))
+
+  ! Decompose (upper)
+  U = chol(A, lower=.false.)
+  
+  ! Compare decomposition 
+  print *, maxval(abs(A-matmul(transpose(U),U)))
+
+end program example_chol

example/linalg/example_cholesky.f90

@@ -0,0 +1,25 @@
+! Cholesky factorization: subroutine interface 
+program example_cholesky
+  use stdlib_linalg, only: cholesky
+  implicit none
+
+  real, dimension(3,3) :: A,L,U 
+
+  ! Set real matrix
+  A = reshape( [ [6, 15, 55], &
+                 [15, 55, 225], &
+                 [55, 225, 979] ], [3,3] )
+
+  ! Decompose (lower)
+  call cholesky(A, L, lower=.true.)
+
+  ! Compare decomposition 
+  print *, maxval(abs(A-matmul(L,transpose(L))))
+
+  ! Decompose (upper)
+  call cholesky(A, U, lower=.false.)
+  
+  ! Compare decomposition 
+  print *, maxval(abs(A-matmul(transpose(U),U)))
+
+end program example_cholesky